FX Analyst

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The Global Multi-Asset Strategies (GMAS) team, at OMERS Capital Markets, provides investment solutions for OMERS across passive, active, absolute return and risk-mitigation strategies. Our team invests across a broad global mix of Equities, Fixed Income, FX, Credit, and Commodities in both the cash and derivatives markets.

As a member of the Overlay Management group, within GMAS, the candidate will work on a team responsible for cross-asset Passive positioning, macro research, Tactical Asset Allocation, dynamic Currency Management, and Tail Risk Hedging, with a focus on enhancing short-term risk-adjusted returns and protecting capital while maintaining prudent risk management.

Reporting to a Portfolio Manager within Overlay Management, the candidate will focus primarily on FX, with opportunities to contribute to broader cross-asset exposure management. The role will support the development of FX optimization models and tactical investment signals, scenario and stress testing frameworks, portfolio monitoring tools, and implementations.

The role combines systematic, model-driven research with practical investment judgement. The candidate will help translate quantitative insights into portfolio recommendations, implementation plans, and risk-aware exposure decisions across both strategic and tactical horizons. Working closely with Overlay Management, GMAS, Total Portfolio Management, investment teams, Risk, Trading, and Operations, the role contributes to disciplined portfolio management, execution efficiency, and robust risk management.

You Will Be Responsible For

• Develop, maintain, and enhance FX optimization models and analytical frameworks that support dynamic currency management, with the objective of improving total portfolio outcomes across return, risk, liquidity, and implementation efficiency.
• Conduct empirical research to support FX tactical asset allocation, including translating research findings into value-add systematic signals and actionable portfolio insights.
• Build and maintain scenario analysis and stress testing frameworks to assess portfolio behavior under adverse FX, macro, and market conditions.
• Support FX Tail Risk Hedging analysis, including option payoff analysis, premium budget assessment, stress-period backtesting, and cost-benefit evaluation.
• Apply investment judgment to complement model-driven insights when assessing exposure decisions, portfolio recommendations, and potential adjustments within approved governance and risk parameters.
• Design portfolio modelling and monitoring frameworks to evaluate exposures, signal outputs, performance drivers, and risk across FX strategies.
• Assist with ex-ante and ex-post trade evaluation, including risk, return, tracking error, liquidity, and implementation considerations.
• Prepare analysis, charts, dashboards, and materials to support portfolio manager discussions, investment reviews, and stakeholder updates.
• Document investment processes, models, assumptions, methodologies, and recurring workflows to improve transparency, governance, and auditability.

Required Skills

• 2-5 years of relevant experience in portfolio management, investment research, quantitative analysis, or a related capital markets role. Broader multi-asset experience, including currency markets, and the ability to assess macro drivers of returns and cross-asset linkages would be valuable assets.
• Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or a related quantitative discipline required.
• Strong quantitative and analytical skills, with demonstrated experience developing models, signals, dashboards, or data-driven investment insights.
• Strong proficiency in Python, SQL, R, MATLAB, or similar tools used in investment research, data analysis, and workflow automation.
• Working knowledge of FX markets, deri